+2,863.0%
V vs CRH
+323.9%
+2,539.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.6% |
| 7D | -3.0% | -4.8% | +1.7% | -1.4% |
| 30D | +1.2% | -13.1% | +14.3% | +6.4% |
| 3M | +13.9% | -12.0% | +25.9% | +18.6% |
| 6M | +17.2% | -16.9% | +34.1% | +23.8% |
| YTD | +5.3% | -29.0% | +34.3% | +17.3% |
| 1Y | +9.5% | -20.3% | +29.8% | +16.4% |
| 3Y | +51.9% | +69.2% | -17.3% | +18.0% |
| 5Y | +69.6% | +94.6% | -25.1% | +22.6% |
| 10Y | +384.5% | +250.3% | +134.2% | +170.4% |
| All | +2,863.0% | +323.9% | +2,539.1% | +1,097.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling